+33,769.1%
NVO vs CI
+7,591.2%
+26,177.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +6.0% | +4.4% | +1.5% | +5.3% |
| 3M | +7.9% | +0.7% | +7.2% | +7.7% |
| 6M | +27.1% | +0.3% | +26.7% | +26.8% |
| YTD | -3.8% | +3.8% | -7.7% | -4.7% |
| 1Y | -12.8% | -5.5% | -7.4% | -12.7% |
| 3Y | -46.3% | +8.1% | -54.4% | -47.7% |
| 5Y | +3.6% | +42.8% | -39.2% | -3.6% |
| 10Y | +157.0% | +143.9% | +13.1% | +116.9% |
| All | +33,769.1% | +7,591.2% | +26,177.9% | +18,851.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling